Suppose there are two risky assets, A and $B.$ There are $100$ and $150$ shares outstanding

for A and $B,$ respectively, and the share prices are $(S_A,S_B)=($$$1\mathrm{.}50,$$$2\mathrm{.}00).$ The

expected returns and standard deviations are:

The correlation between the asset returns is ${}_{AB}=\frac{1}{3}.$ There is also a risk$-$free asset,

and assume that the assumptions of the CAPM hold.

$($a$)$ Compute ${}_M,$ the expected return on the market portfolio $M.$

$($b$)$ Compute ${}_M,$ the standard deviation of the market portfolio.

$($c$)$ Find ${}_A,$ the beta of stock $A.$

$($d$)$ Find $r_f,$ the risk$-$free rate of return.